@article{icosoptionimpliedcosmethod,
  title = {iCOS: Option-Implied COS Method},
  author = {Evgenii Vladimirov},
  year = {2023},
  eprint = {2309.00943},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.00943v2},
}